mae

 

Description

mae (Mean-Absolute-Error) function returns the mean of absolute error between a pair of vectors.

The MAE value between a prediction dataset y of n values \{y_1, \ y_2,..., \ y_n\} and a observation dataset x \{x_1, \ x_2,..., \ x_n\}, is given by:

MAE = \frac{ \sum_{i=1}^{n} |y_i-x_i| }{n}

Syntax

double mae(dataset vobs, dataset vpred)

Parameters

vobs

Input, obsevation vector.

vpred

Input, prediction vector.

Return

Return the mean absolute error of vector vobs and vpred.

Note: Missing data, masked data and text in vobs and vpred won't be counted.

Example

//Calculate the mean absolute error of column A and B.
yr = mae(col(A),col(B));

See Also

rmse, mbe, rms